S&P GSCI Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
28.05%
increased by 0.10%
1 Week
28.01%
increased by 0.06%
1 Month
27.84%
decreased by 0.11%
Analysis last updated: Saturday, June 13, 2026 at 12:44 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 17.47 | |
| 0.1531 | 31.95 | |
| 0.9895 | 1,679.93 | |
| -0.0097 | -2.45 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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